পদ্ধতির তুলনা করুন

	শর্তাধীন ঝুঁকি-মূল্য (প্রত্যাশিত ঘাটতি)	কোয়ান্টাইল রিগ্রেশন
ক্ষেত্র	অর্থায়ন	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	2000	1978
প্রবর্তক	Rockafellar & Uryasev (2000); Acerbi & Tasche (2002)	Koenker & Bassett
ধরন	Coherent tail-risk measure	Conditional quantile regression
মৌলিক উৎস	Rockafellar, R. T. & Uryasev, S. (2000). Optimization of Conditional Value-at-Risk. Journal of Risk, 2(3), 21-41.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
অপর নাম	CVaR, expected shortfall, average value-at-risk, tail VaR	conditional quantile regression, regression quantiles, Kantil Regresyon
সম্পর্কিত	5	5
সারসংক্ষেপ	Conditional Value-at-Risk (CVaR), also called Expected Shortfall, is a coherent tail-risk measure that quantifies the conditional expectation of losses beyond the Value-at-Risk threshold. It was introduced for optimization by Rockafellar and Uryasev (2000) and shown to be coherent by Acerbi and Tasche (2002), and it has replaced VaR as the regulatory standard under Basel III/IV.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.